Package: ASV
Type: Package
Title: Stochastic Volatility Models with or without Leverage
Version: 1.1.4
Date: 2024-02-15
Authors@R: c(person("Yasuhiro", "Omori", email = "omori.yasuhiro@gmail.com", role = c("aut", "cre")),person("Ryuji", "Hashimoto", role = "ctr")) 
Maintainer: Yasuhiro Omori <omori.yasuhiro@gmail.com>
Description: The efficient Markov chain Monte Carlo estimation of
        stochastic volatility models with and without leverage
        (asymmetric and symmetric stochastic volatility models).
        Further, it computes the logarithm of the likelihood given
        parameters using particle filters.
URL: https://sites.google.com/view/omori-stat/english/software/asv-r
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.7), freqdom, stats, graphics
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
NeedsCompilation: yes
Packaged: 2026-10-08 09:08:15 UTC; root
Author: Yasuhiro Omori [aut, cre], Ryuji Hashimoto [ctr]
Repository: https://omori-yasuhiro.r-universe.dev
Date/Publication: 2024-02-16 02:29:31 UTC
RemoteUrl: https://github.com/cran/ASV
RemoteRef: HEAD
RemoteSha: c9d00a8ab694ef59ce7b5395fe577eb02d2e1a95